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Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II
Working paper

Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II

Claes M. Cassel and Peter Lundquist
39
SSE/EFI Working Paper Series in Economics and Finance, 39, Stockholm School of Economics (SSE)
1994

Abstract

microbased time series analysis superpopulation model sampling error autocorrelation function optimal prediction C32 C42
Using a microbased superpopulation approach (see Cassel and Lundquist (1991), (1990))the question of optimal predictors of a population total of AR(1) series is analysed. Only a sample of the individual timeseries in the population is observed. From the sample the population total is predicted. Sampling aspects as well as aspects concerning the time series models are taken into account.

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